-3.3%
XRT vs FCUV
-99.9%
+96.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | -1.6% |
| 7D | -2.4% | -63.8% | +61.3% | -2.0% |
| 30D | -6.9% | -14.7% | +7.7% | -7.2% |
| 3M | -0.4% | +65.3% | -65.7% | -3.1% |
| 6M | +2.2% | -68.5% | +70.7% | +2.3% |
| YTD | -0.7% | -83.0% | +82.4% | +0.8% |
| 1Y | -2.0% | -94.4% | +92.4% | +1.7% |
| 3Y | +41.0% | -99.3% | +140.3% | +54.4% |
| 5Y | -3.3% | -99.9% | +96.6% | +16.1% |
| All | -3.3% | -99.9% | +96.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FCUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling